Edit Profile (opens in new tab) Vidmar, Matija Co-Author Distance Author ID: vidmar.matija Published as: Vidmar, Matija; Vidmar, M. External Links: MGP Documents Indexed: 33 Publications since 2013, including 9 Additional arXiv Preprints Co-Authors: 9 Co-Authors with 9 Joint Publications 346 Co-Co-Authors all top 5 Co-Authors 24 single-authored 3 Jacka, Saul D. 2 Mijatović, Aleksandar 1 Avram, Florin 1 Cox, Alexander Matthew Gordon 1 Foucart, Clément 1 Kyprianou, Andreas E. 1 Omladič, Matjaž 1 Pardo, Juan Carlos 1 Warren, Jon all top 5 Serials 5 Statistics & Probability Letters 3 Journal of Applied Probability 3 Stochastic Processes and their Applications 2 Stochastics 1 Advances in Applied Probability 1 Obzornik za Matematiko in Fiziko 1 Probability and Mathematical Statistics 1 Communications in Statistics. Theory and Methods 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Markov Processes and Related Fields 1 Scandinavian Actuarial Journal 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Modern Stochastics. Theory and Applications all top 5 Fields 31 Probability theory and stochastic processes (60-XX) 3 Measure and integration (28-XX) 2 Functional analysis (46-XX) 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 36 times in 24 Documents Cited by ▼ Year ▼ Markov chain approximations for transition densities of Lévy processes. Zbl 1303.60038 Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul 5 2014 First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050 Vidmar, Matija 5 2019 First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077 Avram, Florin; Vidmar, Matija 4 2019 Exit problems for positive self-similar Markov processes with one-sided jumps. Zbl 1498.60176 Vidmar, Matija 4 2022 Ruin under stochastic dependence between premium and claim arrivals. Zbl 1416.91223 Vidmar, Matija 4 2018 Markov chain approximations to scale functions of Lévy processes. Zbl 1328.60120 Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul 3 2015 A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058 Vidmar, Matija 3 2020 Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083 Vidmar, Matija 2 2022 Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128 Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija 2 2021 A note on the times of first passage for ‘nearly right-continuous’ random walks. Zbl 1307.60054 Vidmar, Matija 1 2014 Non-random overshoots of Lévy processes. Zbl 1321.60100 Vidmar, M. 1 2015 Some harmonic functions for killed Markov branching processes with immigration and culling. Zbl 1492.60243 Vidmar, Matija 1 2022 Complete monotonicity of time-changed Lévy processes at first passage. Zbl 1499.60150 Vidmar, Matija 1 2023 Complete monotonicity of time-changed Lévy processes at first passage. Zbl 1499.60150 Vidmar, Matija 1 2023 Exit problems for positive self-similar Markov processes with one-sided jumps. Zbl 1498.60176 Vidmar, Matija 4 2022 Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083 Vidmar, Matija 2 2022 Some harmonic functions for killed Markov branching processes with immigration and culling. Zbl 1492.60243 Vidmar, Matija 1 2022 Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128 Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija 2 2021 A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058 Vidmar, Matija 3 2020 First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050 Vidmar, Matija 5 2019 First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077 Avram, Florin; Vidmar, Matija 4 2019 Ruin under stochastic dependence between premium and claim arrivals. Zbl 1416.91223 Vidmar, Matija 4 2018 Markov chain approximations to scale functions of Lévy processes. Zbl 1328.60120 Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul 3 2015 Non-random overshoots of Lévy processes. Zbl 1321.60100 Vidmar, M. 1 2015 Markov chain approximations for transition densities of Lévy processes. Zbl 1303.60038 Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul 5 2014 A note on the times of first passage for ‘nearly right-continuous’ random walks. Zbl 1307.60054 Vidmar, Matija 1 2014 all cited Publications top 5 cited Publications all top 5 Cited by 36 Authors 10 Vidmar, Matija 2 Avram, Florin 2 Li, Lingfei 2 Zhang, Gongqiu 1 Bäumer, Boris 1 Baurdoux, Erik Jan 1 Cai, Ning 1 Cheng, Jianhua 1 Dareiotis, Konstantinos Anastasios 1 Esquível, Manuel Leote 1 Foucart, Clément 1 Grahovac, Danijel 1 Jacka, Saul D. 1 Kang, Yao 1 Kim, Panki 1 Kou, Steven 1 Kovács, Mihály 1 Landriault, David 1 Li, Shu 1 Li, Yuelei 1 Mijatović, Aleksandar 1 Mota, Pedro P. 1 Neuman, Eyal 1 Palmowski, Zbigniew 1 Pina, J. P. 1 Pistorius, Martijn R. 1 Sankaranarayanan, Harish 1 Song, Renming 1 Song, Yingda 1 Sun, Fuyun 1 Vardar-Acar, Ceren 1 Vondraček, Zoran 1 Wang, Dehui 1 Wang, Zijia 1 Watson, Alexander R. 1 Zheng, Xinghua all top 5 Cited in 18 Serials 4 Stochastic Processes and their Applications 3 Journal of Applied Probability 1 Advances in Applied Probability 1 Theory of Probability and its Applications 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Communications in Statistics. Theory and Methods 1 INFORMS Journal on Computing 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 SIAM Journal on Financial Mathematics 1 AIMS Mathematics all top 5 Cited in 10 Fields 23 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Statistics (62-XX) 2 Biology and other natural sciences (92-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year